+812.7%
MOD vs BBWI
-67.1%
+879.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.9% | +8.0% | +9.4% |
| 7D | -13.9% | -6.2% | -7.8% | -12.7% |
| 30D | -41.5% | +25.5% | -67.0% | -45.7% |
| 3M | -45.7% | +8.0% | -53.7% | -47.8% |
| 6M | -61.1% | +12.7% | -73.8% | -63.5% |
| YTD | -20.5% | +11.6% | -32.1% | -26.4% |
| 1Y | -32.1% | -0.9% | -31.2% | -35.8% |
| 3Y | +146.5% | -22.7% | +169.2% | +147.5% |
| 5Y | +812.7% | -67.2% | +879.9% | +1,077.7% |
| All | +812.7% | -67.1% | +879.8% | +1,077.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling